Transparent Value Large-Cap Growth Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.63
Mean 1.35
Sharpe Ratio 0.97
Bear Market Decile Rank 55

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 86.9
Beta 1.24
Alpha -1.5